Hello -
Can someone please help me obtain Park-Phillips/Phillips-Hansen
"bias-corrected" estimators from Stata?
I'm doing IV estimation with data that are I(1). According to theory,
OLS is consistent, but biased. Park & Phillips (1988) and later,
Phillips and Hansen (1990), have developed estimators that correct for
this bias.
What are the Stata commands for these estimators please?
Many thanks, Elaine Tan
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